Asset Management Quantitative Investment Strategies

Quantitative Investment Strategies

Quantitative Investment Strategies (QIS) is a research-focused, technology-driven investment management unit within Credit Suisse Asset Management.

QIS is a leading provider of liquid alternative and factor-based investing benchmarks and solutions. QIS launched the CS Hedge Fund Index in 1999, and pioneered the development of rules based, multi-asset factor investing1 with the introduction of its CS Liquid Alternative Beta program2 in 2007. Using only liquid securities, the Credit Suisse Liquid Alternative Beta program seeks to replicate the return of the overall hedge fund industry, as represented by the Credit Suisse Hedge Fund Index. The group employs a rigorous, research-based investment process to manage both benchmark relative and absolute return3 investment strategies.

For 20 years, QIS has helped enable investors to improve the efficiency of their portfolios.

  • 1999 – CS/Tremont Hedge Fund Indices launch
  • 2003 – T60, the industry’s first investible hedge fund index launches
  • 2010 – Global Risk Allocation Strategy (GRAS) launches
  • 2011 – Liquid Alternative Beta (LAB) components, including Managed Futures, launch
  • 2012 – Multialternative Strategy 40 Act, and the Managed Futures Strategy Fund 40 Act launch
  • 2016 – Multialternative Strategy UCITS and Multi-Trend UCITS launch
  • 2018 – Refined evaluation framework for performance complementarities
We focus on our investors' needs. 1.Equitably Priced, 2. Transparent, 3. Relevant, 4. Intuitive, 5. Liquid

Select strategies include:

The Multialternative Strategy is a process-driven, multi-strategy fund with the objective of positive absolute returns3. The strategy invests across a range of asset classes and investment styles with the goal of limiting correlation4 to stocks and bonds and managing volatility5 and drawdown risk6. Additionally, it seeks to maintain a high degree of liquidity and transparency, and its cost efficiency may increase its return potential relative to higher-cost alternative investment options.

The Credit Suisse Managed Futures Strategy systematically provides exposure to market trends across asset classes, geographies and time horizons. Uncorrelated to traditional markets, Managed Futures can generate profits during periods when growth-risk-exposed assets decline significantly. The profile of the strategy makes it potentially a good portfolio diversifier7 that can help reduce overall portfolio risk and improve performance, especially in stressed market scenarios. The strategy, which has a 5+ year track record, is used as an industry benchmark.

Using only liquid securities, the Credit Suisse Liquid Alternative Beta (LAB) Index seeks to replicate the return of the overall hedge fund industry, as represented by the Credit Suisse Hedge Fund Index.

The Credit Suisse Liquid Alternative Beta Index reflects the combined returns of the individual LAB strategy indices – Long/Short, Event Driven, Global Strategies, Merger Arbitrage, and Managed Futures – weighted according to their respective strategy weights in the Credit Suisse Hedge Fund Index.